Ch6 Phase Transition II - Ising Model PDF

Chapter 6
Phase transition II: Ising model

6.1 Brief remarks on history
Ernst Ising solved the 1D Ising model in 1925 and found that there is no phase transition in
the 1D model. With wrong arguments, he also concluded that 2D Ising models had no phase
transitions either. In 1941, Kramers and Wannier proved that there is a duality scaling relation
between the high- and low-temperature expansion of the free energy of Ising models and hence
were able to exactly determine the transition temperature T
c
of an Ising model in 2D square
lattices to be
tanh(J) =
2 1. (6.1)
A milestone in the development of the modern Statistical Mechanics is the exact solution of
the 2D Ising model in a square lattice by Onsager in 1944. Later, many alternative solutions
and generalizations to other kinds of 2D lattices have been published [5]. For example, Baxter
published in 1978 a paper titled 399th solution of the Ising Model [4]. The original Onsagers
solution is very complicated in mathematics. It was said that Onsager has tried to solve the 1D
Ising model for 2 chains, 3 chains, 4 chains and more before he got the sense to the solution
of the 2D model. The calculation was very lengthy and tedious. I think this is a good lesson
young researchers could learn. An intriguing alternative solution was given by Onsager and
Kaufmann in 1949 based on spin algebra [1]. Here we will introduced the solution by Schultz
et al [3]. Unlike the 1D Ising model, calculation of partition functions at nite external eld
and hence the susceptibility and critical exponents are non-trivial. Interestingly, Onsager wrote
on a blackboard at a conference in 1949 the critical exponent = 1/8. How he got the number
remains mysterious since he did not present any follow-up publication on that. The rst pub-
lished calculation of was due to C. N. Yang in 1952 [6]. T. T. Wu et al calculated another
critical exponent = 7/4 in 1967. The exact solution of the 3D Ising model still remains un-
known. The Ising model has been a basis in study of integrable systems, critical phenomena in
statistical mechanics, and the renormalization group theory.
75
76 CHAPTER 6. PHASE TRANSITION II: ISING MODEL
6.2 Model
The Ising model of spins in a lattice is given by the Hamiltonian
H = J
i j
z
i
z
j
H
z
j
, (6.2)
where is the coupling constant between nearest-neighbor spins (denoted as i j), is the
magnetic moment of a spin, H is the external magnetic eld, and the Pauli matrices are
x
=
_
0 1
1 0
_
,
y
=
_
0 i
i 0
_
,
z
=
_
1 0
0 1
_
. (6.3)
This Hamiltonian is invariant by reversing all the spins. Such symmetry with two symmetry
operations (one keeping all spins unchanged and one reserving all) is called Z
2
symmetry.
In the case of ferromagnetic coupling, J < 0, the spins have lower energy when the neigh-
bors are polarized parallel. Otherwise in the case of anti-ferromagnetic coupling, J > 0, the
spins prefer to being anti-parallel to lower their energy.
The Hamiltonian is diagonal. The eigen states are
| 1, 1, . . . , 1 (6.4)
with eigen energy
U = JN
++
+ JN
JN
+
H (N
+
N
) , (6.5)
where N
++
(N
) is the number of nearest-neighbor pairs with both of the two spins at the state
|+ (|), N
+,
is the number of nearest-neighbor pairs with the two spins in opposite states, and
N
is the number of spins in the state |. The evaluation of the partition function
Z
N
= Tre

H(N)
, (6.6)
however, is non-trivial.
The Ising model can be mapped equivalently to some other models including the order-
disorder transition model for alloys and the lattice gas model.
In the order-disorder transition model, two kinds of atoms are mixed in a lattice. To be
specic, we consider ZnCu alloy which is a bcc lattice. Each atom could be in either a center
position or a vertex position. At high-temperature, each kind of atoms have the same probability
in dierent kinds of positions. The alloy is in a disordered phase. When the temperature is below
a critical value T
c
, a certain kind of atoms have more probability to occupy the center positions
than the vertices, the alloy enters into an ordered phase which can be experimentally veried
by, e.g., X-ray diraction. The energy of a certain conguration of dierent types of atoms in
the lattice is approximately determined by the interaction between nearest neighbors,
U =
AA
N
AA
+
BB
N
BB
+
AB
N
AB
, (6.7)
where N
AA
and N
BB
are the numbers of nearest-neighbor pairs of A- and B-atoms, respectively,
and N
AB
are the number of hetero-atom nearest-neighbor pairs.
6.3. MEAN-FIELD THEORY 77
In the lattice gas model, each particle can only occupy a lattice point and a lattice point can
only have at most one particle. There is interaction between particles in nearest neighbors. The
interaction is
u
i j
=
_
_
+, i = j
u, (i, j) are nearest neighbors
0, else
. (6.8)
The partition function of N particles in the lattice is
Z
N
=
1
(2)
N

i
dp
i
e
p
2
i
/(2m)

i
dr
i
e
U
=
1
3N
T
all congurations
e
U
, (6.9)
where
T
is the thermal de Brogile wavelength and the potential energy for each conguration
U = uN
11
+ 0 N
00
+ 0 N
10
, (6.10)
with N
11
, N
00
and N
10
denoting in turn the numbers of nearest-neighbor pairs of lattice sites
occupied by two, one, and zero atoms.
The equivalence between the Ising model, the order-disorder transition model, and the lattice
gas model is transparent from their interaction energies.
6.3 Mean-eld theory
The exact evaluation of the Ising model is known for one- and two-dimensional lattices. To gain
some insights before getting into the mathematical details, let us take a look of the mean-eld
approximation.
6.3.1 Mean-eld approximation
Suppose there are totally N spin-1/2s. The number of spins pointing up/down is N
+/
. The
magnetization of the lattice is
M =
N
+
N
N
+
+ N
. (6.11)
The probability of having a spin pointing up or down is
p
= N
/N =
1 M
2
. (6.12)
On average, the probability of having two spins pointing both up or down is
p
,
= p
2
. (6.13)
Suppose each spin has n nearest neighbors. Neglecting the boundary eects for a large system,
the total number of nearest neighbor pairs is
N = nN/2. (6.14)
So the numbers of nearest neighbor pairs pointing parallel are
N
,
=
n
2
Np
2
=
n
8
N (1 M)
2
. (6.15)
The number of anti-parallel nearest neighbor pairs is
N
+,
=
n
4
N
_
1 M
2
_
. (6.16)
Notice that in the above derivation, the distribution of the spins pointing up or down is assumed
uniform, which is the core assumption of the mean-eld approximation. We can imagine that
if the system is large enough, the deviation of a real distribution from the uniform one (i.e.,
uctuation) should be negligible. Under some special circumstances, the uctuation could be
large and the mean-eld theory would be inadequate.
Now with the uniform distribution assumption, the energy of the spins for a particular mag-
netization M is
U(M) = JN
++
+ JN
JN
+
H (N
+
N
) = N
nJ
2
M
2
NHM. (6.17)
The average energy per spin is
u U/N = HM +
1
2
nJM
2
. (6.18)
The dierential is
u
M
= H
nJ
M H
e
, (6.19)
which gives an eective magnetic eld. The microscopic interaction between spins now is taken
as a uniform internal macroscopic eld
nJ
M, or a Bragg-William mean eld.

6.3.2 Phase transition and symmetry breaking
For a ferromagnetic coupling (J < 0), the energy has too minima at M = 1 when the external
magnetic eld H is vanishing. The two ground states corresponding to the states in which
all the spins point up or down. The two-fold degeneracy is due to the Z
2
symmetry of the
model. The two degenerate states are macroscopically dierent (or classically distinguishable).
A superposition of the two
+
| + + + + +
| ,
is a Schr odinger cat state, which would not survive in a noisy environment. So at zero temper-
ature, the system has to decide between the two fully polarized states. Collapsing into either
state breaks the Z
2
symmetry.
Now let us consider the state at nite temperatures. The partition function is
Z =
all congurations
e
U
. (6.20)
In the mean-eld approximation, we takes the interaction energy all the same for the same
magnetization (which is of course not the reality but the uctuation would be small for a large
system). For the same number of spins pointing up N
+
, we still have many dierent microscopic
states with the number
N!
N
+
!(N N
+
)!
.
So the partition function is
Z =
N
N
+
=0
e
U(N
+
)
N!
N
+
!(N N
+
)!

N
N
+
=0
Z
N
+
. (6.21)
For a large system, N
+
and N N
+
are much greater than one, the partition function is over-
whelmingly dominated by the maximum term Z
N
+
for which N
+
= NM. To determine the
maximum term, we use
ln Z
N
+
N
+
= 0. (6.22)
With the Sterlings formula,
ln Z
N
+
= U(N
+
) N
+
ln
N+
N
(N N
+
) ln
N N
+
N
= N
_
u(N
+
) Tk
B
(p
+
ln p
+
+ p
ln p
)
_
. (6.23)
The free energy per spin as a function of magnetization is
F = k
B
T ln Z
N
+
=
_
HM +
1
2
nJM
2
_
+ k
B
T
_
1 + M
2
ln
1 + M
2
+
1 M
2
ln
1 M
2
_
(6.24a)
=u T s, (6.24b)
where the entropy per spin is
s = k
B
(p
+
ln p
+
+ p
ln p
) .
Eq. (6.22) amounts to nding the magnetization with minimum free energy. At zero tempera-
ture, the free-energy minima are the same as the interaction energy minima, at which the spins
with ferromagnetic coupling are fully polarized. When the temperature is raised, the role of en-
tropy (randomness) becomes important. The fully polarized state has zero entropy. Decreasing
magnetization would increase the entropy. When the temperature is very high, the reduction of
free energy by increasing entropy would be much more signicant than by reducing the interac-
tion energy (or the interaction is irrelevant as in a non-interacting system). The system at high
temperature would be of no magnetization in absence of external magnetic eld H. The phase
transition between the ordered ferromagnetic and the disorder states is due to the competition
between the interaction energy and the entropy.
The minimum free energy equation gives
H + nJM +
k
B
T
2
ln
1 + M
1 M
= 0, (6.25)
(a)
T=1.6 T
c
0.4 T
c
(b)
0.85 T
c
1.15 T
c
Figure 6.1: (a) The intersections between the two curves y = M and y = tanh(T
c
M/T) deter-
mine the free energy minima. (b) Free energy as a function of magnetization M for various
temperatures.
or
H nJM = k
B
T tanh
1
M. (6.26)
This is the Bragg-William equation.
Consider the ferromagnetic case (J < 0). For spontaneous magnetization (symmetry break-
ing), we set H = 0. The B-W equation becomes
M = tanh
T
c
M
T
, (6.27)
where
T
c

nJ
k
B
(6.28)
is a positive temperature. The tanh curve is the steepest at M = 0 with slope T
c
/T. So, as shown
in Fig. 6.1 (a), when T > T
c
, the tahn curve and the curve y = M has only one intersection at
M = 0 and the free energy has one minimum [Fig. 6.1 (b)]. When T < T
c
, the two curves have
three intersections and the free energy at M = 0 becomes a local maximum, i.e., the system
is unstable at M = 0. The two intersections at M
0
correspond to two minima of the free
energy. The system has to decide to take one. The spins are spontaneously polarized and the Z
2
symmetry is broken. T
c
is the critical temperature for the ferromagnetic phase transition.
6.3.3 Critical exponents
To consider the critical phenomena, we expand the free energy near the critical point at T
c
=
nJ/k
B
, M
c
= 0, and H
c
= 0.
1. Critical magnetization
We dene a dimensionless temperature
t = (T
c
T)/T
c
. (6.29)
The Bragg-Willian equation can be expanded as (at H = 0)
M(1 + t + t
2
+ ) = tanh
1
M = M +
1
3
M
3
+ , (6.30)
or
1 + t + t
2
+ = 1 +
1
3
M
3
+ (6.31)
For T T
c
0
+
, the scaling is
M t
, (6.32)
with critical component = 1/2.
2. Critical susceptibility
The susceptibility is
=
_
M
H
_
H=0
. (6.33)
We shall check how it scales as the temperature approaches to the critical value from below or
from above. For this purpose, we expand the BW equation as
H
k
B
T
+
T
c
T
M = M +
1
3
M
3
+
1
5
M
5
+ . (6.34)
By dierential we have
k
B
T
+
T
c
T
M
= M
+ M
2
M
+ M
4
M
+ . (6.35)
As T T
c
+ 0
+
, we have M 0 at H 0, so

k
B
T
c
|t|
+
, (6.36)
with the critical exponent
+
= 1.
For T T
c
0
+
, we use M

3|t| at H = 0 and get

2k
B
T
c
t
, (6.37)
= 1.
3. H-M scaling
At the critical temperature, we see how the magnetization scales with the external magnetic
eld. The BW equation becomes
H
k
B
T
c
+ M = M +
1
3
M
3
+ . (6.38)
Thus we have
H M
(6.39)
with the critical exponent = 3.
4. heat capacity
The specic heat capacity is
C =
u
T
= (H + nJM)
M
T
. (6.40)
For T > T
c
, M = 0 at H = 0, so
C = 0 t
+
, (6.41)
+
= 0. For T T 0
+
, M |t|
1/2
at H = 0, thus
C
3
2
k
B
t
, (6.42)
= 0.
5. Comparing with van der Waals gas
The critical exponents can be summarized as
+
=
= 0, (6.43a)
= 1/2, (6.43b)
+
=
= 1, (6.43c)
= 3. (6.43d)
These critical exponents are exactly the same as van der Waals gases if we make the mapping
P H, v v
c

c
M.
The two phase transitions look very dierent at the rst sight. But they are deeply related to
each other by their symmetry breaking classes and order parameters. The liquid-gas transition
breaks the reection symmetry of the system (along the liquid-gas surface, the system is not
invariant under reection) and the order parameter, being the dierence between the densities
of the two sides of the surface, is a real number (scalar). The ferromagnetic transition breaks the
symmetry between the pointing up and pointing down congurations and the order parameter,
being the dierence between the probability of spins pointing up and that of spins pointing
down, is also a real number (scalar). In both cases, a Z
2
symmetry is broken.
6.4 Exact solution of one-dimensional Ising model
The one-dimensional Ising model has Hamiltonian
H = h
N
i=1
z
j
+ J
N1
i=1
z
i
z
i+1
. (6.44)
Here we have assumed the periodic boundary condition
N+i

i
. The eigen states are
|s |s
1
, s
2
, . . . , s
N
, (6.45)
with eigen energy
E
s
= h
N
i=1
s
i
+ J
N1
i=1
s
i
s
i+1
, (6.46)
6.4. EXACT SOLUTION OF ONE-DIMENSIONAL ISING MODEL 83
where s
i
= +1, or 1. The partition function is
Z =
s
e
E
s
=
s
1
=1
s
2
=1

s
N
=1
e
hs
1
Js
1
s
2
e
s
2
Js
2
s
3
e
s
N1
Js
N1
s
N
e
hs
N
Js
N
s
1
. (6.47)
An intriguing method of evaluation of the summation above is to write it into a matrix product
Z =
s
1
=1
s
2
=1

s
N
=1
s
1
|DC|s
2
s
2
|DC|s
3
| s
N1
|DC|s
N
s
N
|DC|s
1
, (6.48)
with the denition
s|D|s

ss
exp(hs), (6.49a)
s|C|s
exp
_
Jss
_
, (6.49b)
or in the matrix form in the basis of {| + 1, | 1}
D
_
exp(+h) 0
0 exp(h)
_
= cosh(h) + Z sinh(h), (6.50a)
C
_
exp(J) exp(+J)
exp(+J) exp(J)
_
= exp(J) + X exp(J), (6.50b)
where X/Y/Z are short-hand notations of Pauli matrices
x/y/z
. The partition function becomes
Z =
s
1
=1
s
1
| (DC)
N
|s
1
= Tr
_
(DC)
N
_
= Tr
_
_
D
1/2
CD
1/2
_
N
_
. (6.51)
Now the problem is reduced to the solution of the eigen values of a 2 2 matrix D
1/2
CD
1/2
.
Suppose its eigen values are
+
and
with
+
>
, the partition function would be

Z =
N
+
+
N
, (6.52)
and the free energy per spin is
G =
k
B
T
N
ln
_
N
+
+
N
_
= k
B
T ln
+
k
B
T
1
N
ln
_
_
1 +
_
+
_
N
_
_
k
B
T ln
+
, (6.53)
at the thermodynamic limit (N ). The partition function of a one-dimensional Ising mod-
el thus is related to the ground state (which has largest partition probability
+
) of a zero-
dimensional model. In general, the partition function of a d-dimensional classical system is
related to the ground state of a (d 1)-dimensional quantum system. This feature will later be
used to calculate the partition function of a two-dimensional Ising model.
Now let us give the nal result for the 1D Ising model. The matrix
D
1/2
CD
1/2
=
_
exp(J + h) exp(+J)
exp(+J) exp(J h)
_
(6.54)
has eigen values
= e
J
cosh (h)
e
2J
+ e
2J
sinh
2
(h). (6.55)
The free energy per spin at the thermodynamic limit is
G = k
B
T ln
_
e
J
cosh (h) +
e
2J
+ e
2J
sinh
2
(h)
_
. (6.56)
The free energy is analytical for all real and h. The magnetization is
m =
G
h
=
k
B
T
+
h
=
sinh(h)
e
4J
+ sinh
2
(h)
. (6.57)
For h = 0, m = 0, i.e., there is no spontaneous magnetization at any nite temperature. For
ferromagnetic coupling (J < 0), when the temperature approaches zero ( ),
m 1, (6.58)
for arbitrary small external eld h (as long as sinh(h) exp(2J) which would be the case
when T J/k
B
and h > k
B
T). In this sense, we can take the absolute zero temperature as the
critical point.
The exact result is obviously dierent from the mean-eld theory. The discrepancy is due to
the uctuation. To show this, let us calculate the uctuation of the magnetization. The second
order correlation function of the uctuation is dened as
g(n)
z
j
z
j+n

z
j
z
j+n
. (6.59)
This correlation quanties how much the spins are in a long-ranged order. In the Bragg-William
mean-eld theory discussed before, this correlation function is zero. In the exact solution (we
consider the case for h = 0), the correlation is
g(n)
z
j
z
j+n
h=0
m
2
=
z
j
z
j+n
h=0
. (6.60)
For h = 0, the partition function is
Z =
s
e
J

i
s
i
s
i+1
. (6.61)
The correlation function can be calculated from the partition function by varying the couplings
between dierent spins,
g(n) =s
j
s
j+n
= s
j
s
j+1
s
j+1
s
j+2
s
j+n1
s
j+n
=
1
Z
s
s
j
s
j+1
s
j+1
s
j+2
s
j+n1
s
j+n
e
J

i
s
i
s
i+1
=
_
_
1
()
n
Z
J
j
J
j+1

J
j+n1
e
i
J
i
s
i
s
i+1
_
_
J
j
=J
. (6.62)
6.5. 2D ISING MODEL: HIGH-TEMPERATURE EXPANSION 85
Noticing that the matrices
C = exp(J
i
) + X exp(J
i
) (6.63)
for dierent J
i
commute with each other, we have
s
e
i
J
i
s
i
s
i+1
=
+
(J
i
) +
(J
i
), (6.64)
with
(J
i
) e
J
i
e
+J
i
. (6.65)
The correlation function becomes
g(n) =
_
_
1
()
n

i

+
(J
i
)
J
j
J
j+1

J
j+n1
+
(J
i
)
_
_
J
j
=J
= tanh
n
(J) . (6.66)
Dening the correlation length

1
ln (tanh |J|)
> 0, (6.67)
the correlation function has the form
g(n) = (1)
n
exp(n/), (6.68)
where the 1 is for ferromagnetic and anti-ferromagnetic couplings, respectively. As T 0,
the correlation length
2 exp(2|J|), (6.69)
which diverges at the critical point (T
c
= 0).
6.5 2D Ising model: High-temperature expansion
We consider the Ising model in a 2D lattice
H = J
i j
j
, (6.70)
in which i j denotes a pair of spins in the nearest neighbors and
i
take values from 1. The
partition function is
Z
H
= Tr exp
_
_
J
i j
j
_
_
=
_
2 cosh
q/2
K
_
N
2
N
Tr
i j
_
1 + v
i
j
_
, (6.71)
where K J, v tanh K, and q is the number of nearest neighbors of each site. The product
term
I 2
N
Tr
i j
_
1 + v
i
j
_
,
(a) (b)
Figure 6.2: (a) Closed loops of 4 bonds (solid), 6 bonds (dotted), and 8 bonds (dashed). (b) A
square lattice (solid) and its duality lattice (dotted).
can be expanded with respect to v for |K| 1. The expansion can be done similarly to the
cluster expansion using the diagram representation.
Notice that a term like
Tr
i
1
j
1
i
2
j
2

i
k
j
k
,
is non-zero if and only if the sites connected by the bonds
i
1
j
1
i
2
j
2
i
k
j
k
,
form a loop (not necessarily connected). The rst order term consists of the smallest loops, i.e.,
those loops around a unit cell which contains four bonds, called unit loops. The trace of the rst
order terms yields
2
N
(cosh K)
2N
[Nv
q
] .
Similarly, the next order would contain loops of 6 bonds, and then 8 bonds [see Fig. 6.2(a)].
Counting all such loops, we can group diagrams according to how many unit cells are enclosed
by the loops,
Z
H
=
_
2
1 v
2
_
N
_
1 + Nv
q
+
qN
2
v
2(q1)
+
N(N q 1)
2
v
2q
+
_
, (6.72)
in which the second term within the brackets is contribution of terms with unit loops, the third
term is contribution of terms with two annexed unit loops, the fourth term is contribution of
terms with two separated unit loops, etc.
It may also be possible to have a low-temperature expansion for T 0, if the excitation
from the ground state can be classied in some way. Particularly, for the Ising model with
ferromagnetic coupling, the ground state is known, and the excited states are spin ips from the
ordered state. There will be cases of one spin ipped, two spins in the nearest neighbors ipped,
two spins not connected ipped, and so on. Thus the partition function can be expanded as
Z
L
= e
E
0
_
1 + Nu
q
+
N(N q 1)
2
u
2q
+
qN
2
u
2(q1)
+
_
, (6.73)
6.6. EXACT SOLUTION 2D ISING MODEL* 87
with the expansion parameter u e
2J/(k
B
T)
. There is a one-to-one mapping between a ipped
spin in this low-temperature expansion and a unit loop in the high-temperature expansion. Or a
unit loop can be viewed as a spin in a duality lattice [see Fig. 6.2(b)]. Thus we have
Z
H
(v) =
_
2u
1 v
2
_
N
Z
L
(u). (6.74)
Thus the high- and the low-temperature expansions are related to each other by the following
mapping
tanh e
2K
u v e
2
tanh K. (6.75)
The solution of
u = v,
is
tanh K = tanh =
2 1,
for which the factor
2u
1 v
2
= 1,
and the two expansion results would have exactly the same value. The two functions, however,
are expanded from dierent orders (with dierent symmetries) of the system and have dier-
ent analytical properties. At low-temperature, the high-temperature expansion (if converges)
contains entropy contribution from two equivalent ordered phases, but the low-temperature is
obtained from only one local minimum. Thus we expect an order-disorder phase transition
occur at
K = ,
which is the result derived from the exact solution of the 2D Ising model.
6.6 Exact solution 2D Ising model*
6.6.1 Exact solution by transfer matrix method
We consider a 2D Ising model on a NN square lattice. The Hamiltonian in absence of external
eld is
H = J
i, j
z
i, j
z
i+1, j
J
i, j
z
i, j
z
i, j+1
, (6.76)
with periodic boundary conditions
i, j
=
i+N, j
=
i, j+N
. Here for convenience we have changed
the sign of J so that the ferromagnetic coupling is positive. The eigen states are
|s |s
11
, s
12
, . . . , s
1N
; s
21
, s
22
, . . . , s
2N
; . . . ; s
N1
, s
N2
, . . . , s
NN
, (6.77)
with eigen energy
E
s
= J
i, j
s
i j
s
i+1, j
J
i, j
s
i j
s
i, j+1
, (6.78)
where s
i j
{+1, 1}. The partition function is
Z =
s
e
E
s
=
s
i j
e
K

j
s
1 j
s
1, j+1
e
K

j
s
1j
s
2, j
e
K

j
s
2 j
s
2, j+1
e
K

j
s
2j
s
3, j
e
K

j
s
N j
s
N, j+1
e
K

j
s
N j
s
N+1, j
, (6.79)
where K J/(k
B
T). We can denote the states of a row of spins by a state vector as
|s
i,1
|s
1,2
|s
i,N
|
i
, (6.80)
with the jth component of
i
being
i
( j) s
i, j
. Each row has 2
N
possible states. Similarly to
the solution of the 1D Ising model, we dene 2
N
2
N
transfer matrices as
|D|
exp
_
_
K
N
j=1
( j)
( j + 1)
_
,
, (6.81a)
|C|
exp
_
_
K
N
j=1
( j)
( j)
_
_
. (6.81b)
Obviously, D is a diagonal matrix in the basis of |. The partition function function can be
written as
Z =
1
,
1
,
2
,
2
,...,
1
|D|
1
|C|
2
2
|D|
N
|C|
1
= Tr
_
C
1/2
DC
1/2
_
N
. (6.82)
The matrices C and D, being 2
N
2
N
matrices, can be expressed as functions of 3N Pauli-
matrices X/Y/Z. Let us rst consider C. We notice that the matrix elements of C can be
factorized as functions of (( j),
( j) for dierent js, namely,

|C|
j
e
K( j)
( j)
. (6.83)
Thus C can be written as the outer product of N 2 2 matrices as
C =
N
j=1
C
j
, (6.84)
with
( j)|C
j
|
( j) e
K( j)
( j)
, (6.85)
or
C
j
=
_
e
K
e
K
e
K
e
K
_
= e
K
+ e
K
X
j
=
2 sinh(2K) exp(X
j
), (6.86)
where
tanh() exp(2K) = e
2J/(k
B
T)
. (6.87)
Thus
C =
N
j=1
C
j
= [2 sinh(2K)]
N/2
e
j
X
j
. (6.88)
Note that would be an imaginary number if J < 0 (anti-ferromagnetic coupling). Throughout
this chapter, we shall consider the ferromagnetic case. Now let us consider D. It should be noted
that here the Pauli matrices (X/Y/Z)
j
are not for real spins but introduced for mathematical
convenience. The matrix elements of D would involve coupling between neighboring indices
( j)
( j + 1). In terms of the Pauli matrices introduced for expressing C, it is obvious that
D = exp
_
_
K
j
Z
j
Z
j+1
_
_
. (6.89)
The problem is reduced to nding the maximum eigen value of the matrix
D C
1/2
DC
1/2
= [2 sinh(2K)]
N/2
exp
_
j
X
j
_
_
exp
_
_
K
j
Z
j
Z
j+1
_
_
exp
_
j
X
j
_
_
. (6.90)
This amounts to nding the ground state eigen value of an 1-dimensional XY model in an
external eld, which can be solved by the Jordan-Wigner transformation.
6.6.2 Solution of 1D XY model
Jordon-Wigner transformation
To write the matrix in a standard XY model, we make a unitary transformation (a rotation about
Y-axis)
X
j
Z
j
, Y
j
Y
j
, Z
j
X
j
. (6.91)
One can verify that the commuting properties of the Pauli matrices are kept. In this coordinates,
D = [2 sinh(2K)]
N/2
exp
_
j
Z
j
_
_
exp
_
_
K
j
X
j
X
j+1
_
_
exp
_
j
Z
j
_
_
. (6.92)
The Jordan-Wigner transformation transforms the spin operators into Fermi operators. It is
dened by
+
j
= c
j
exp
_
_
i
j1
l=1
c
l
c
l
_
_
, (6.93)
where the raiser/lower operator are dened by
j
(X
j
iY
j
)/2. The other Pauli matrices in
the representation of the fermion operators are
Z
j
= iX
j
Y
j
= 2c
j
c
j
1. (6.94)
The intuitive understanding of this transformation is obtained by noticing that a fermion opera-
tor change the number of particles in a site between 0 and 1 while a spin raiser/lower operator
changes the spin quantum number between the two values 1 and +1. The anti-commuting
properties of fermion operators are produced by the phase factor dened as the product of a
chain of spin operators. The inverse transformation is
c
j

+
j
exp
_
_
i
j1
l=1
Z
l
+ 1
2
_
_
. (6.95)
With the relation
exp
_
_
i
j1
l=1
Z
l
+ 1
2
_
n
=
n
exp
_
_
i
j1
l=1
Z
l
+ 1
2
_
_
, (6.96)
for j < n and j > n, respectively, it is easy to verify the fermionic commutators
{c
m
, c
n
} =
n,m
, {c
n
, c
m
} = {c
n
, c
m
} = 0. (6.97)
Note that the fermion operators are collective in the sense that it contains a chain of spin opera-
tors.
In the representation of the fermion operators,
C = [2 sinh(2K)]
N/2
exp
_
_
2
j
c
j
c
j
N
_
_
=
_
2 sinh(2K)e
2
_
N/2
exp
_
_
2
j
c
j
c
j
_
_
. (6.98)
For the expression of D, we nd
X
j
X
j+1
=
_
+
j
+
j
_ _
+
j+1
+
j+1
_
=
_
c
j
c
j
_ _
c
j+1
+ c
j+1
_
, (6.99)
if j < N. For the special case j = N,
X
N
X
1
=
_
+
N
+
N
_ _
+
1
+
1
_
=exp
_
_
i
N1
j=1
c
j
c
j
_
_
_
c
N
+ c
N
_ _
c
1
+ c
1
_
=exp
_
_
i
N
j=1
c
j
c
j
_
_
_
c
N
+ c
N
_ _
c
1
+ c
1
_
(1)
P
_
c
N
+ c
N
_ _
c
1
+ c
1
_
. (6.100)
where
P
j
c
j
c
j
, (6.101)
denotes the number operator. We notice that the operator C conserves the number of fermions
and the operator D changes the number of fermions always by 0 or 2. So all the states can be
classied into two invariant subspaces of C and D, with an even or odd number of particles, in
which (1)
P
= 1, respectively. Thus, D can be written in the form as
D = exp
_
_
K
N
j=1
_
c
j
c
j
_ _
c
j+1
+ c
j+1
_
_
_
, (6.102)
with the boundary conditions
c
N+1
= c
1
, even particles, (6.103a)
c
N+1
= + c
1
, odd particles. (6.103b)
Note that both boundary conditions keep the periodic boundary conditions for the physical spins
since the fermion operators are dened up to a phase factor (gauge freedom). Eventually,
D =
_
2 sinh(2K)e
2
_
N/2
exp
_
j
c
j
c
j
_
_
exp
_
_
K
N
j=1
_
c
j
c
j
_ _
c
j+1
+ c
j+1
_
_
_
exp
_
j
c
j
c
j
_
_
,
(6.104)
corresponding to a 1D fermion model with bilinear coupling, and periodic or anti-periodic
(twisted) boundary conditions for odd or even particles, respectively. Such a model can be
exactly diagonalized by transforming the operators in real space into the momentum space
(Fourier transformation),
b
q
N
1/2
j
c
j
e
iqj/N
, (6.105)
with
q = 1, 3, . . . , (N 1), for even particles, (6.106a)
q =0, 2, 4, . . . , N, for odd particles, (6.106b)
where N has been assumed to be an even number without loss of generality. The inverse trans-
formation is
c
j
N
1/2
q
b
q
e
iqj/N
. (6.107)
In the momentum representation
C =
_
2 sinh(2K)e
2
_
N/2
exp
_
_
2
q
b
q
b
q
_
_

_
2 sinh(2K)e
2
_
N/2

q0
C
q
, (6.108a)
D =exp
_
_
K
q
_
2 cos
q
N
b
q
b
q
i sin
|q|
N
_
b
q
b
q
+ b
q
b
q
_
_
_
q0
D
q
, (6.108b)
with
C
q
exp
_
2b
q
b
q
+ 2b
q
b
q
_
, , (6.109a)
D
q
exp
_
2K cos
q
N
_
b
q
b
q
+ b
q
b
q
_
i2K sin
q
N
_
b
q
b
q
+ b
q
b
q
_
_
, (6.109b)
for 0 < q < N, and
C
0
exp
_
2b
0
b
0
_
, (6.110a)
D
0
exp
_
2Kb
0
b
0
_
, (6.110b)
C
N
exp
_
2b
N
b
N
_
, (6.110c)
D
N
exp
_
2Ka
N
a
N
_
. (6.110d)
Now the 2
N
2
N
matrix

D is factorized into products of single particle operators with dierent
|q| which are commutable with each other.
Eigenvalues
We just need to diagonalize
D
q
C
1/2
q
D
q
C
1/2
q
, (6.111)
for 0 < q < N. The basis states are
|0, 0, |1, 0, |0, 1, |1, 1. (6.112)
The one-particle states |1, 0 and |0, 1 are already eigen states with eigen values
d
1,0
(q) = d
0,1
(q) = exp
_
2 + 2K cos
q
N
_
. (6.113)
In the basis of {|1, 1, |0, 0}, the following operators can be written into Pauli matrices
b
q
b
q
+ b
q
b
q
=Z + 1, (6.114a)
ib
q
b
q
+ ib
q
b
q
=Y, (6.114b)
and therefore
D
q
= e
2+2K cos
q
N
e
Z
e
2K(Z cos
q
N
+Y sin
q
N
)
e
Z
. (6.115)
The eigen values are
d
(q) = exp
_
2 + 2K cos
q
N
(q)
_
, (6.116)
with
cosh[(q)] = cosh(2K) cosh(2) + sinh(2K) sinh(2) cos
q
N
. (6.117)
By convention, (q) is taken to be positive. As a function of q, the minimum of (q) is reached
as q N,
(q) >
min
= 2 |K | . (6.118)
Also, for q 0,
(q) 2 (K + ) . (6.119)
Obviously, the largest eigen value for each q is d
+
(q).
States with even number of particles
Since the largest eigen value state has an even number (2) of particles, the largest eigen value
in the subspace of even particles is just
0
=
_
2 sinh(2K)e
2
_
N/2

N>q>0
d
+
(q)
=[2 sinh(2K)]
N/2
exp
_
_
1
2
q
(q)
_
_
, (6.120)
where q {(N 1), (N 3), . . . , (N 1)}.
States with odd number of particles
For states in the subspace of an odd number of particles, the momentum q could be 0 or N, for
which the eigen values are given by
C
1/2
0
D
0
C
1/2
0
|n
0
= exp(+2nK + 2n)|n
0
= d
n
(0)|n
0
, (6.121a)
C
1/2
N
D
N
C
1/2
N
|n
N
= exp(2nK + 2n)|n
N
= d
n
(N)|n
N
, (6.121b)
for the number of particles in the states to be n = 0 or 1. We should consider two dierent
situations.
(i) K > .
In this case, if all the largest eigen values of dierent q are taken, the numbers of particles in
states with 0 < |q| < N are even, the number of particles with q = 0 is 1, and that with q = N is
0. Thus the total number of particles is odd. So the largest eigenvalue in the subspace is
o
= [2 sinh(2K)]
N/2
e
2K
0<q<N
e
(q)
. (6.122)
Noticing that
lim
q0
(q) = 2K + 2, lim
qN
(q) = 2K 2, (6.123)
we can write the largest eigenvalue as
o
= [2 sinh(2K)]
N/2
exp
_
_
1
2
q
(q)
_
_
, (6.124)
where q {(N 2), (N 4), . . . , N}.
(ii) K < .
In this case, the number of particles in the state with q = N of the largest eigen value is 1. If all
the largest eigenvalues of dierent q are taken, the total number of particles would be even. So
we have to choose one q to have an odd number of particles. This will of course reduce the total
eigenvalue from the largest one. The least reduction is realized if the number of particles in the
state with q = N is taken as 0. Thus the largest eigenvalue in the subspace of odd numbers of
particles is
o
= [2 sinh(2K)]
N/2
e
2K
0<q<N
e
(q)
. (6.125)
With
lim
q0
(q) = 2K + 2, lim
qN
(q) = 2 2K, (6.126)
we can write the largest eigenvalue as
o
= e
2K2
[2 sinh(2K)]
N/2
exp
_
_
1
2
q
(q)
_
_
, (6.127)
where q {N + 2, N + 4, . . . , N}.
Largest eigenvalue of the whole Hilbert space
In the thermodynamic limit (N ), we should have
N
k=1
(2k N 1) =
N
k=1
(2k N). (6.128)
Thus in the case K > , we have the largest eigenvalue is
max
=
e
=
o
= [2 sinh(2K)]
N/2
exp
_
_
1
2
q
(q)
_
_
, (6.129)
and the state is two-fold degenerate. For K < , the largest eigen value is
max
=
e
= [2 sinh(2K)]
N/2
exp
_
_
1
2
q
(q)
_
_
>
o
, (6.130)
and the state is non-degenerate.
6.6.3 Phase transition
If the state with the largest eigenvalue
max
is non-degenerate, the systemmust have no magneti-
zation. Otherwise, a reection of the system would lead to another state of the same eigenvalue.
The magnetization is expected to occur when the largest-eigenvalue state has degeneracy. Thus
the phase transition temperature is determined by
K = , (6.131)
or with the denition tanh() exp(2K) and K = J/(k
B
T),
tanh
_
J
k
B
T
c
_
= exp
_
2J
k
B
T
c
_
. (6.132)
The solution is
T
c
=
2
ln(
2 + 1)
J
k
B
2.269
J
k
B
. (6.133)
6.6.4 Critical exponents
The free energy per spin is
G =
k
B
T
N
2
ln
N
max
=
k
B
T
2
ln [2 sinh(2K)]
k
B
T
2
1
N
q
(q). (6.134)
Dening = q/N, we have
() =(q) = arccosh
_
cosh(2K) cosh(2) + sinh(2K) sinh(2) cos
q
N
_
=arccosh [cosh(2K) cosh(2) + cos ] , (6.135)
6.7. LIMITATION OF MEAN-FIELD APPROXIMATION 95
where sinh(2K) sinh(2) = 1 has been used. The summation over q can be written as
I
1
N
q
(q) =
1

0
()d = ln [2 cosh(2K) cosh(2)] +
2

0
ln
1 +
1 A
2
sin
2
2
d,
(6.136)
where A 2 sinh(2K) cosh
2
(2K). So the free energy is
G = k
B
T ln [2 sinh(2K)]
k
B
T

0
ln
1 +
1 A
2
sin
2
2
d (6.137)
The internal energy per spin is
u =
(G), (6.138)
from which the specic heat can be calculated. The result near the critical point is
c(T)
2
k
B
_
2J
k
B
T
c
_
2
ln
1
T
T
c
+ constant. (6.139)
This logarithm divergence is strikingly dierent from the mean eld theory. In the expression
of a power-law divergence,
c(T)
1
T
T
c
, (6.140)
the logarithm divergence (which is much slower than any power-law divergence) is a special
case with = 0
+
.
The calculation of the spontaneous magnetization is non-trivial (One has to gure out the
representation of the spin operators in fermion operators). The critical exponent rst written
down by Onsager and than calculated by C. N. Yang is = 1/8 in
m(T T
c
0
+
) (T
c
T)
, (6.141)
which is dramatically dierent from the mean-eld result = 1/2.
The susceptibility has the critical behaviour (due to T. T. Wu et al)
(0, T) |T T
c
|
, (6.142)
with = 7/4, again dierent from the mean-eld value = 1.
6.7 Limitation of mean-eld approximation
Above the Ising model is studied without specifying the lattice structure or even the dimension-
ality. The phase transition exists regardless of the dimension of the lattice. By exact solution (to
be discussed later), however, Ising has shown that there would be no phase transition in a one-
dimensional Ising model. Without exactly evaluating the partition function, the non-existence
of phase transition in 1D Ising models can be understood by considering the scaling properties
of the interaction energy and the entropy.
Consider the state at zero temperature, in which all the spins pointing to the same direction.
The state is a ground state and the entropy is zero. Let us rst check how much the energy would
be increased if the chain contains N
d
defects or domain walls, at which the polarization
direction of the spins are switched. The interaction energy of two anti-parallel spins is greater
by (2J) than that of two parallel spins. Since the interaction is short-ranged (non-vanishing
only between nearest neighbors), the energy increased would be
E 2JN
d
. (6.143)
The number of choices of the sites of these N
d
defects is
N!
N
d
!(N N
d
)!
. (6.144)
This would increase the entropy by
S = k
b
ln
N!
N
d
!(N N
d
)!
k
B
N
d
ln
N
d
N
k
B
(N N
d
) ln
N N
d
N
> k
B
N
d
ln
N
N
d
. (6.145)
The change of free energy is
F = E TS. (6.146)
For a macroscopic system (N ) at a nite temperature, no matter how low it is, the free
energy reduction due to entropy increase always dominates the increase of the interaction ener-
gy, until N
d
becomes a number in the order of N. Thus the phase transition in 1D Ising model
occurs at T = 0, or, there is no nite-temperature phase transition. The long-range order cannot
sustain the uctuation in a 1D Ising chain.
The existence of phase transition in 1D Ising models predicted by the mean-eld theory
shows the inadequacy of the approximation in accounting for the uctuation which is particu-
larly important in 1D systems.
Now let us consider a 2-dimensional case. We notice that in 2D a point-like uctuation
cannot destroy the ferromagnetic order. A domain wall has to be a closed loop. To be simple,
let us consider straight-line defects cut through the lattice of L L spins. The length of the
defect is L. The interaction energy increased by m such line defects is
E 2JmL. (6.147)
The increase of entropy is
S k
B
mln(L/m), (6.148)
with a logarithm scaling with the system size, much slower than the linear scaling of the energy
increase. Thus the long-range ferromagnetic order in a 2D Ising model is stable against the
uctuation as long as the temperature is not too high.
Note: The arguments above apply to the Ising model in which the phase transition breaks a
discrete symmetry. For a long-range order breaking a continuous symmetry such as the ferro-
magnetic order in the Heisenberg model which has the interaction
H = J
i j
S
i
S
j
, (6.149)
6.7. LIMITATION OF MEAN-FIELD APPROXIMATION 97
The case is dierent. The Heisenberg model has continuous rotational symmetry. A fully
polarized ferromagnectic state which is a ground state breaks the continuous symmetry. Now
in 2D, a domain line can be formed with a transition region of thickness in the order of L. The
energy change per line defect is
E J
_
1 cos

L
_
(thickness) (surface size) J
_
1 cos

L
_
L L J. (6.150)
The entropy will still scale as mln L, much faster than the energy scaling. Thus, the long-range
order breaking a continuous symmetry in a system with short-ranged interaction cannot sustain
the uctuation in 2D space. This is a specic example of the famous Mermin-Wagner theorem
(also known as Mermin-Wagner-Hohenberg theorem or Coleman theorem) which states:
No nite-temperature phase transition can occur to break a continuous symmetry in a 1- or
2-dimensional system with short-range interaction.
The rigorous proof actually follows the arguments above for the 2D Heisenberg model.
Bibliography
[1] T. D. Lee, Statistical Mechanics, (Shanghai, 2006), 3.4-3.5.
[2] R. K. Pathria, Statiscal Mechanics, 2nd ed. (Elsevier, Singapore, 2001), 11.5-11.7.
[3] M. Plischke and B. Bergersen, Equlibrium Statistical Physics, 2nd ed. (World Scientic,
Singapore, 1994), 3.1-3.5, 5.1.
[4] R. J. Baxter, 399th solution of the Ising model, J. Phys. A: Math. Gen. 11, 2463 (1978).
[5] R. J. Baxter, Exactly Solved Models in Statistical Mechanics (Academic Press, New York,
1982).
[6] C. N. Yang, Phys. Rev. 85, 809 (1952).
[7] N. D. Mermin and H. Wagner, Absence of Ferromagnetism or Antiferromagnetism in One-
or Two-Dimensional Isotropic Heisenberg Models, Phys. Rev. Lett. 17, 1133 (1966).
[8] P. C. Hohenberg, Existence of Long-Range Order in One and Two Dimensions, Phys. Rev.
158, 383 (1967).
[9] S. Coleman, There are no Goldstone bosons in two dimensions, Commun. Math. Phys. 31,
259 (1973).
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Chapter 6

Phase transition II: Ising model

M, or a Bragg-William mean eld.

, the partition function would be

( j) for dierent js, namely,

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